About the role

Aplyr's Quick Take

This role is for a Quantitative Analyst focused on designing and implementing valuation models for equity and FX derivatives. You'll be working closely with trading desks to support pricing and risk management, requiring a strong mathematical background and programming skills. It's primarily an individual contributor role with a technical emphasis.

Good fit

Ideal candidates have at least 5 years of experience in quantitative roles, particularly in finance, and possess strong skills in mathematics and programming. A proactive, problem-solving mindset in a fast-paced environment will help you thrive here.

Worth noting

The role emphasizes technical innovation and collaboration across various teams, which may appeal to those looking for a dynamic work environment. However, the spec is vague on day-to-day responsibilities beyond model development and support.

¿Te entusiasma hacer crecer tu carrera?

BBVA es una compañía global con más de 160 años de historia que opera en más de 25 países donde damos servicio a más de 80 millones de clientes. Somos más de 121.000 profesionales trabajando en equipos multidisciplinares con perfiles tan diversos como financieros, expertos legales, científicos de datos, desarrolladores, ingenieros y diseñadores.

Conoce más sobre el área:

Quantitative & Business Solutions (QBS) is a specialized unit within BBVA CIB – Global Markets, dedicated to providing investment banking solutions to clients worldwide. Our team operates across multiple geographies and specializes in various asset classes.

Sobre el puesto

We seek experienced professionals with a strong mathematical and technological background to join our team.

About you:

You have a technical or scientific background and are seeking a highly technical role, constantly striving for innovation and new challenges.
You demonstrate a high level of commitment to your work and objectives.
You are eager to contribute to the decision-making process of projects, sharing your perspective with other specialists. Strong communication skills are essential.
You thrive in solving complex technical problems in a fast-paced, dynamic environment.
You embody BBVA’s purpose and values in your professional approach.

Main functions:

Design and implement valuation models and pricers to assess the risks of Global Markets (GM) derivative products, supporting GM desks worldwide in pricing and risk management activities.
Collaborate in the digitalization of the derivatives business.
Drive the design and technical implementation of valuation models across different Global Markets systems and platforms, ensuring consistency.
Optimize technical solutions to enhance efficiency and performance.
Drive the technical innovation in Global Markets.
Coordinate the deployment of new models and pricers with other units, including Engineering and Risk areas.
Support trading floor daily activity.

Required skills and experience:

Previous experience of at least 5 years in similar quantitative roles.
Strong background in mathematics, stochastic calculus and numerical methods.
Experience developing models/tools for pricing and hedging of Equity and FX products as well as supporting the trading desk on a daily basis.
Object Oriented Programming: strong skills of patterns developments in C++ (VB/C# .NET and Python programming is a plus).
Ability to work in a very competitive and challenging environment.
Excellent communication and inter-personal skills (B2 or higher English level).

Education:

MSc in Math, Physics or Engineering (STEM profiles).
MSc in Quantitative Finance is a plus.
PhD in a technical fields or Quantitative Finance is highly valued.

Habilidades:

Empatía, Ética, Innovación, Orientación al cliente, Pensamiento proactivo

Aplyr's read

BBVA is a leading financial institution in Spain, known for its comprehensive banking services and diverse career opportunities across various regions.
Synthesized from recent postings & public sources

What's promising

•BBVA is a top player in Spain's financial sector, ensuring stability.
•The company offers diverse roles, from digital advisory to risk management.
•BBVA's global presence provides opportunities for international career growth.

What to watch

•Limited public information about BBVA's work-life balance initiatives.
•Potential for high-pressure environments due to the competitive banking sector.
•Frequent restructuring may lead to job insecurity for some roles.

Why Banco Bilbao Vizcaya Argentaria

•BBVA is pioneering digital banking solutions in Spain.
•The bank's Openpay platform enhances its fintech capabilities.
•BBVA's strong focus on sustainability sets it apart in the financial industry.

Aplyr’s read is generated by AI from public sources. Was it useful?

About Banco Bilbao Vizcaya Argentaria

Banco Bilbao Vizcaya Argentaria

bbva.es

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BBVA en España is a leading financial institution offering a wide range of banking services including retail banking, corporate banking, and investment solutions.